Solve a heat problem with a Fourier series

edited March 2021 in Exam Prep

Solve the heat problem

$$u_{t} = 2 u_{xx}, u(0,t)=u(4,t) = 0, u(x,0) = 4-x.$$

You may use a computer algebra system to help you with the integration when finding a Fourier series, but you must show the essential steps to receive full credit.

Comments

  • AbSAbS
    edited March 2021

    We start by separating variables, and assume $u(x,t) = X(x)T(t).$ Our partial differential equation then becomes $(XT)_t = (2XT)_{xx}$, or $XT' = 2X''T.$ Rearranging,

    $$\frac{T'}{2T} = \frac{X''}{X}.$$

    For this equation to be true, both sides must equal a constant, which we denote $-\lambda.$ Thus, $\frac{T'}{2T} = -\lambda$ and $\frac{X''}{X} = -\lambda$. These two ordinary differential equations are easily solved:

    $$T' = -2\lambda T,$$

    so

    $$T = e^{-2\lambda t}.$$

    Meanwhile,

    $$X'' = -\lambda X,$$

    so

    $$X = a\cos\left(\sqrt{\lambda}x\right) + b\sin\left(\sqrt{\lambda}x\right).$$

    From our initial conditions, we know

    $$X(0) = a + 0 = 0,$$

    so $a = 0.$ We also know

    $$X(4) = b\sin\left(\sqrt{\lambda}4\right) = 0,$$

    so

    $$\sqrt{\lambda} = \frac{n\pi}{4}.$$

    Thus, our full solution is the Fourier sine series

    $$u(x,t) = \sum_{n=1}^{\infty}b_ne^{-\frac{n^2\pi^2}{8}t}\sin\left(\frac{x\pi x}{4}\right),$$

    where

    $$b_n = \frac{2}{L}\int_{0}^{L} u_0(x)\sin\left(\frac{n\pi x}{L}\right)dx = \frac{1}{2}\int_{0}^{4} (4-x)\sin\left(\frac{n\pi x}{4}\right)dx = \frac{1}{2}(\int_{0}^{4} 4\sin\left(\frac{n\pi x}{4}\right)dx + \int_{0}^{4} x\sin\left(\frac{n\pi x}{4}\right)dx).$$

    We tackle each integral separately. First,

    $$4\int_{0}^{4} \sin\left(\frac{n\pi x}{4}\right)dx = -\frac{16}{n\pi}\cos\left(\frac{n\pi x}{4}\right) Bigr|_{0}^{4} = \frac{16}{n\pi}(1 - \cos(n\pi)) = \frac{16}{n\pi}(1-(-1)^n),$$

    while $\int_{0}^{4} x\sin\left(\frac{n\pi x}{4}\right)dx$ can be evaluated by parts by letting $u = x$, $du = dx$, $v = -\frac{4}{n\pi}\cos\left(\frac{n\pi x}{4}\right)$, and $dv = \sin\left(\frac{n\pi x}{4}\right)$:

    $$\int_{0}^{4} x\sin\left(\frac{n\pi x}{4}\right)dx = -\frac{4}{n\pi}x\cos\left(\frac{n\pi x}{4}\right)\Bigr|_{0}^{4} + \frac{4}{n\pi}\int_{0}^{4}\cos\left(\frac{n\pi x}{4}\right)dx = \left(-\frac{16}{n\pi}\cos(n\pi) - 0\right) + (0 - 0) = -\frac{16}{n\pi}(-1)^n. $$

    Therefore,

    $$b_n = \frac{1}{2}\int_{0}^{4} (4-x)\sin\left(\frac{n\pi x}{4}\right)dx = \frac{16}{n\pi}(1 - (-1)^n) - (-\frac{16}{n\pi}(-1)^n) = \frac{8}{n\pi}.$$

    Thus,

    $$u(x,t) = \frac{8}{\pi}\sum_{n=1}^{\infty}\frac{1}{n}e^{-\frac{n^2\pi^2}{8}t}\sin\left(\frac{n\pi x}{4}\right).$$

  • AbSAbS
    edited March 2021

    Whoops, the middle term in the penultimate line should be multiplied by $\frac{1}{2}$.

  • And $$u(x,t) = \sum_{n=1}^{\infty}b_ne^{-\frac{n^2\pi^2}{8}t}\sin\left(\frac{x\pi x}{4}\right)$$ should be $$u(x,t) = \sum_{n=1}^{\infty}b_ne^{-\frac{n^2\pi^2}{8}t}\sin\left(\frac{n\pi x}{4}\right).$$

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